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DAN 30.18
Expected move by Oct 16 ±$3.01 ±10.0% $27.17 – $33.19 90%: $23.79 – $36.57
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Every quote and Greek, one row per strike.
38 contracts 23 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 9.20 11.20 $20.00 0.00 15.00 127% -0.08 0 0
0 0 0.90 106% 7.10 10.20 $22.00 0.00 2.70 105% -0.10 0 0
0 0 0.94 70% 5.50 9.20 $23.00 0.00 15.00 94% -0.11 1 1
0 0 1.00 0% 4.80 7.60 $24.00 0.00 15.00 83% -0.12 0 0
0 0 0.88 67% 3.80 7.30 $25.00 0.00 15.00 72% -0.13 0 0
0 0 0.88 52% 2.65 6.30 $26.00 0.05 0.80 61% -0.15 25 28
0 0 0.88 38% 2.00 4.80 $27.00 0.00 2.50 53% -0.19 1 1
0 0 0.76 45% 1.35 4.20 $28.00 0.00 2.40 46% -0.25 1 3
0 0 0.65 49% 1.45 2.95 $29.00 0.20 2.35 59% -0.36 1 3
1 2 0.55 44% 1.00 2.00 $30.00 0.65 3.00 62% -0.45 6 3
8 4 0.38 29% 0.15 1.00 $31.00 0.05 3.50 42% -0.57 6 1
1 1 0.30 37% 0.00 4.80 $32.00 0.85 3.90 40% -0.69 0 0
2 1 0.23 42% 0.00 0.95 $33.00 2.30 4.30 47% -0.75 0 0
0 0 0.20 50% 0.00 15.00 $34.00 2.05 5.30 - - 2 2
0 0 0.18 57% 0.00 15.00 $35.00 3.20 6.00 - - 0 0
0 0 0.17 64% 0.00 15.00 $36.00 4.60 7.50 56% -0.87 0 0
0 0 0.16 71% 0.00 15.00 $37.00 5.10 9.00 62% -0.88 0 0
0 0 - - 0.00 15.00 $38.00 6.10 9.80 61% -0.92 0 0
0 0 - - 0.00 1.75 $39.00 7.10 10.80 66% -0.93 0 0